1 citations · 1 across the 6 of their papers we have counts for
6 papers
Ensemble Method for Cluster Number Determination and Algorithm Selection in Unsupervised Learning
Antoine Zambelli
Unsupervised learning, and more specifically clustering, suffers from the need for expertise in the field to be of use. Researchers must make careful and informed decisions on whic…
Determining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown Distributions
Antoine Emil Zambelli
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the l…
A Data-Driven Approach to Estimating the Number of Clusters in Hierarchical Clustering
Antoine Zambelli
We propose two new methods for estimating the number of clusters in a hierarchical clustering framework in the hopes of creating a fully automated process with no human interventio…
Incorporating Views on Market Dynamics in Options Hedging
Antoine E. Zambelli
We examine the possibility of incorporating information or views of market movements during the holding period of a portfolio, in the hedging of European options with respect to th…
Normalizations of the Proposal Density in Markov Chain Monte Carlo Algorithms
Antoine E. Zambelli
We explore the effects of normalizing the proposal density in Markov Chain Monte Carlo algorithms in the context of reconstructing the conductivity term in the -dimensional…
A Multiple Prior Monte Carlo Method for the Backward Heat Diffusion Problem
Antoine Emil Zambelli
We consider the nonlinear inverse problem of reconstructing the heat conductivity of a cooling fin, modeled by a 2-dimensional steady-state equation with Robin boundary conditions.…